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Soc. Generale Call 40 ML 20.09.20.../  DE000SW26EZ5  /

EUWAX
2024-07-16  8:29:30 AM Chg.0.000 Bid5:30:55 PM Ask5:30:55 PM Underlying Strike price Expiration date Option type
0.015EUR 0.00% 0.014
Bid Size: 15,000		 0.024
Ask Size: 15,000		 Cie Generale des Eta... 40.00 EUR 2024-09-20 Call
 

Master data

WKN: SW26EZ
Issuer: Société Générale
Currency: EUR
Underlying: Cie Generale des Etablissements Michelin SA
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2024-09-20
Issue date: 2023-09-07
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 134.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.17
Parity: -0.50
Time value: 0.03
Break-even: 40.26
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 1.16
Spread abs.: 0.01
Spread %: 62.50%
Delta: 0.14
Theta: -0.01
Omega: 18.70
Rho: 0.01
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.015
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.05%
1 Month
  -87.50%
3 Months
  -62.50%
YTD
  -68.09%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.019 0.015
1M High / 1M Low: 0.087 0.015
6M High / 6M Low: 0.120 0.015
High (YTD): 2024-06-14 0.120
Low (YTD): 2024-07-15 0.015
52W High: - -
52W Low: - -
Avg. price 1W:   0.017
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   0.051
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.46%
Volatility 6M:   219.21%
Volatility 1Y:   -
Volatility 3Y:   -